-31.3%
BABA vs AMC
-99.4%
+68.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.9% |
| 7D | -4.8% | +2.3% | -7.1% | -5.0% |
| 30D | -11.9% | -0.7% | -11.1% | -12.0% |
| 3M | -9.3% | +35.2% | -44.5% | -12.9% |
| 6M | -14.2% | +124.6% | -138.8% | -22.0% |
| YTD | -22.0% | +69.9% | -91.9% | -27.5% |
| 1Y | -12.7% | -2.6% | -10.1% | -14.9% |
| 3Y | +26.7% | -79.8% | +106.4% | +34.3% |
| All | -31.3% | -99.4% | +68.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling